+844.5%
APH vs AXP
+456.7%
+387.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.3% |
| 7D | -12.7% | +0.4% | -13.1% | -12.9% |
| 30D | -19.2% | +7.0% | -26.2% | -21.8% |
| 3M | -16.7% | -6.6% | -10.1% | -14.3% |
| 6M | +5.1% | +3.5% | +1.7% | +2.9% |
| YTD | +6.6% | -11.2% | +17.7% | +11.1% |
| 1Y | +3.9% | -10.2% | +14.1% | +7.7% |
| 3Y | +246.0% | +120.0% | +126.0% | +132.3% |
| 5Y | +268.0% | +95.6% | +172.4% | +154.6% |
| All | +844.5% | +456.7% | +387.8% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling